+1,444.4%
KLAC vs XLC
+137.2%
+1,307.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -4.3% |
| 7D | +10.0% | +3.7% | +6.3% | +5.7% |
| 30D | -14.8% | -1.9% | -12.9% | -13.0% |
| 3M | -27.2% | -3.1% | -24.1% | -25.3% |
| 6M | -17.5% | -6.4% | -11.1% | -13.5% |
| YTD | +25.8% | -6.8% | +32.7% | +32.4% |
| 1Y | +31.8% | -1.7% | +33.5% | +30.1% |
| 3Y | +195.3% | +64.7% | +130.6% | +60.1% |
| 5Y | +285.9% | +41.1% | +244.9% | +156.5% |
| All | +1,444.4% | +137.2% | +1,307.2% | +399.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling